Pricing vulnerable options with variable default boundary under jump-diffusion processes

DOI10.1186/s13662-018-1915-1zbMath1448.91317OpenAlexW2905000326WikidataQ128756298 ScholiaQ128756298MaRDI QIDQ1716358

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Publication date: 4 February 2019

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-018-1915-1

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